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fix: return as many ticks as numTicks in MakeOrderBookResponse #333

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merged 2 commits into from
Jul 13, 2022

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hallazzang
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@hallazzang hallazzang commented Jul 11, 2022

Description

This PR makes MakeOrderBookResponse to return ticks by up to numTicks, which results in more predictable result.
Currently, if numTicks was 20, only 20 ticks above basePrice are scanned and included in the response, so if there were only 10 ticks that have order amount, the result includes 10 ticks.
By changing that logic, from now on at most numTicks ticks with order amount will be included in the result, in given price range.


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@dongsam dongsam merged commit 7c1f522 into main Jul 13, 2022
@dongsam dongsam removed the c-sync label Jul 13, 2022
dongsam pushed a commit that referenced this pull request Aug 31, 2022
fix: return as many ticks as `numTicks` in `MakeOrderBookResponse` #333
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2 participants